LEADER 02335nam0 2200469 i 450 001 VAN0054455 005 20240212112137.351 010 $a978-35-406-5960-0 100 $a20061013d1999 |0itac50 ba 101 $aeng 102 $aDE 105 $a|||| ||||| 200 1 $aForward-backward stochastic differential equations and their applications$fJin Ma, Jiongmin Yong 210 $aBerlin$cSpringer$d1999 215 $aXIII, 270 p.$d24 cm 300 $aPubblicazione disponibile anche in formato elettronico 461 1$1001VAN0102250$12001 $aLecture notes in mathematics$1210 $aBerlin [etc.]$cSpringer$v1702 500 1$3VAN0234398$aForward-backward stochastic differential equations and their applications$91425031 606 $a60-XX$xProbability theory and stochastic processes [MSC 2020]$3VANC020428$2MF 606 $a60H10$xStochastic ordinary differential equations [MSC 2020]$3VANC020682$2MF 606 $a60H15$xStochastic partial differential equations (aspects of stochastic analysis) [MSC 2020]$3VANC021488$2MF 606 $a60H30$xApplications of stochastic analysis (to PDEs, etc.) [MSC 2020]$3VANC021490$2MF 610 $aBackward Stochastic Partial Differential Equations$9KW:K 610 $aBlack's Consol Rate Conjecture$9KW:K 610 $aBoundary Value Problems$9KW:K 610 $aForward-Backward Stochastic Differential Equations$9KW:K 610 $aFour Step Scheme$9KW:K 610 $aNodal Solutions$9KW:K 610 $aPartial differential equations$9KW:K 610 $aQuantitative Finance$9KW:K 620 $dBerlin$3VANL000066 700 1$aMa$bJin$f1956- $3VANV043051$0726084 701 1$aYong$bJiongmin$3VANV043053$057163 712 $aSpringer $3VANV108073$4650 790 1$aMa, Chin$zMa, Jin <1956- >$3VANV043052 801 $aIT$bSOL$c20240614$gRICA 856 4 $uhttps://doi.org/10.1007/978-3-540-48831-6$zhttps://doi.org/10.1007/978-3-540-48831-6 899 $aBIBLIOTECA DEL DIPARTIMENTO DI MATEMATICA E FISICA$1IT-CE0120$2VAN08 912 $aVAN0054455 950 $aBIBLIOTECA DEL DIPARTIMENTO DI MATEMATICA E FISICA$d08PREST 60-XX 2561 $e08 5316 I 20061013 996 $aForward-backward stochastic differential equations and their applications$91425031 997 $aUNICAMPANIA